I actually don't write any code, just test it. I asked one of my developers and this is the response I got (though I have heard that coding with Obj C/Cocoa is a great deal easier than writing for WM):

Just look at how long it’s taking us to get stuff ported to the iPhone. It’s not terribly difficult, but it’s terribly time consuming if you want to do it right. If he’s making a fart app he could probably do it in a day.

I’ve heard of people using OSX on generic PCs or using virtual machines...